-93.4%
HOWL vs VT
+70.0%
-163.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.9% | -1.6% | +4.5% | +5.8% |
| 30D | +15.3% | -2.5% | +17.8% | +20.5% |
| 3M | +190.8% | -1.3% | +192.1% | +199.3% |
| 6M | +48.0% | +3.1% | +44.9% | +42.9% |
| YTD | +68.8% | +10.9% | +57.8% | +46.2% |
| 1Y | -18.3% | +12.1% | -30.4% | -30.4% |
| 3Y | -66.2% | +73.9% | -140.1% | -83.5% |
| 5Y | -93.3% | +58.0% | -151.2% | -96.3% |
| All | -93.4% | +70.0% | -163.3% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling